+20.0%
NFLX vs GTLB
-50.8%
+70.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | -8.1% | -6.6% | -1.5% | -6.9% |
| 30D | -0.3% | +13.7% | -14.1% | -3.0% |
| 3M | -6.6% | +52.9% | -59.5% | -14.5% |
| 6M | -22.7% | +88.5% | -111.2% | -32.8% |
| YTD | -18.9% | +23.4% | -42.4% | -23.9% |
| 1Y | -39.8% | -3.8% | -36.0% | -41.0% |
| 3Y | +71.7% | -11.5% | +83.2% | +60.5% |
| All | +20.0% | -50.8% | +70.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling